mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
Miha Kralj
97 lines
3.8 KiB
Plaintext
97 lines
3.8 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Ehlers Homodyne Discriminator (HOMOD)","HOMOD",overlay=false)
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//@function Quadrant-aware angle calculation using stable atan2
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//@param y Imaginary component
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//@param x Real component
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//@returns Angle in radians from -π to π
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atan2(series float y,series float x)=>
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if y==0.0 and x==0.0
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runtime.error("atan2: y and x cannot both be zero")
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float ay=math.abs(y)
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float ax=math.abs(x)
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float angle=0.0
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if ax>ay
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angle:=math.atan(ay/ax)
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else
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angle:=(math.pi/2.0)-math.atan(ax/ay)
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if x<0.0
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angle:=math.pi-angle
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if y<0.0
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angle:=-angle
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angle
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//@function Measures dominant cycle period using Ehlers homodyne discriminator
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//@param source Price input series
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//@param minPeriod Minimum dominant cycle length
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//@param maxPeriod Maximum dominant cycle length
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//@returns Smoothed dominant cycle estimate
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//@optimized Exponential warmup compensation for dominant cycle smoothing
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//@validation wolfram:"atan2(y,x)" external:"TradingView Homodyne Discriminator","Forex-Station Homodyne Discriminator","MQL5 Adaptive Lookback Homodyne","tindicators hd.cc"
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homod(series float source,simple float minPeriod,simple float maxPeriod)=>
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if minPeriod<=0
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runtime.error("Min period must be greater than 0")
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if maxPeriod<=minPeriod
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runtime.error("Max period must be greater than min period")
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var float smooth_price=0.0
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var float detrender=0.0
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var float i1=0.0
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var float q1=0.0
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var float ji=0.0
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var float jq=0.0
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var float i2=0.0
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var float q2=0.0
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var float re=0.0
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var float im=0.0
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var float period=15.0
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var float smooth_period=15.0
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var float warm_decay=1.0
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var bool warmup=true
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float price=nz(source)
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float bandwidth=0.075*smooth_period+0.54
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smooth_price:=(4.0*price+3.0*nz(price[1])+2.0*nz(price[2])+nz(price[3]))/10.0
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detrender:=(0.0962*smooth_price+0.5769*nz(smooth_price[2])-0.5769*nz(smooth_price[4])-0.0962*nz(smooth_price[6]))*bandwidth
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q1:=(0.0962*detrender+0.5769*nz(detrender[2])-0.5769*nz(detrender[4])-0.0962*nz(detrender[6]))*bandwidth
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i1:=nz(detrender[3])
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ji:=(0.0962*i1+0.5769*nz(i1[2])-0.5769*nz(i1[4])-0.0962*nz(i1[6]))*bandwidth
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jq:=(0.0962*q1+0.5769*nz(q1[2])-0.5769*nz(q1[4])-0.0962*nz(q1[6]))*bandwidth
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float i2_raw=i1-jq
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float q2_raw=q1+ji
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i2:=0.2*i2_raw+0.8*nz(i2[1])
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q2:=0.2*q2_raw+0.8*nz(q2[1])
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float re_raw=i2*nz(i2[1])+q2*nz(q2[1])
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float im_raw=i2*nz(q2[1])-q2*nz(i2[1])
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re:=0.2*re_raw+0.8*nz(re[1])
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im:=0.2*im_raw+0.8*nz(im[1])
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float magnitude=math.abs(re)+math.abs(im)
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if magnitude>1e-10
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float angle=atan2(im,re)
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if math.abs(angle)>1e-10
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float candidate=2.0*math.pi/angle
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float clamped=math.max(minPeriod,math.min(maxPeriod,math.abs(candidate)))
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period:=0.2*clamped+0.8*period
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// Rate limiter: ±50% bar-to-bar, then clamp 6..50
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float prevPeriod = nz(period[1], 15.0)
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period := math.max(period, 0.67 * prevPeriod)
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period := math.min(period, 1.5 * prevPeriod)
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period := math.max(period, 6.0)
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period := math.min(period, 50.0)
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smooth_period := 0.2 * period + 0.8 * nz(smooth_period[1], period)
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float result=smooth_period
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float alpha=0.2
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if warmup
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warm_decay*=1.0-alpha
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float denom=1.0-warm_decay
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result:=denom>1e-10?result/denom:result
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warmup:=warm_decay>1e-10
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result
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// ---------- Main loop ----------
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i_source=input.source(hlc3,"Source")
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i_minPeriod=input.float(6,"Min Period",minval=1,maxval=5000,step=0.5)
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i_maxPeriod=input.float(50,"Max Period",minval=2,maxval=5000,step=0.5)
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homodPeriod=homod(i_source,i_minPeriod,i_maxPeriod)
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plot(homodPeriod,"Dominant Cycle Period",color=color.yellow,linewidth=2)
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